Last Update: 21 Jan 2020 21:15 GMT+0
The Egypt 10Y Government Bond has a 13.960% yield.
10 Years vs 2 Years bond spread is -18.6 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 12.25% (last modification in November 2019).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 248.47 and implied probability of default is 4.14%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 34.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | -19 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -18.6 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 12.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 248.47 | -6.94 % | -12.97 % | -39.05 % | 4.14 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 14.905% | -139.9 bp | -282.0 bp | ||||||
| 6 months | 14.374% | -105.6 bp | -312.7 bp | ||||||
| 9 months | 13.993% | -107.1 bp | -339.5 bp | ||||||
| 1 year | 13.801% | -84.5 bp | -319.9 bp | 87.87 | +0.73 % | +2.81 % | |||
| 2 years | 14.146% | -73.5 bp | -227.5 bp | 76.75 | +1.29 % | +4.03 % | |||
| 3 years | 14.124% | -56.1 bp | -209.0 bp | 67.28 | +1.49 % | +5.60 % | |||
| 5 years | 13.956% | -54.3 bp | -194.9 bp | 52.04 | +2.42 % | +8.85 % | |||
| 7 years | 13.918% | -38.0 bp | -191.8 bp | 40.17 | +2.37 % | +12.40 % | |||
| 10 years | 13.960% | -43.0 bp | -183.0 bp | 27.07 | +3.84 % | +17.29 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 13.960% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1420.8 bp | -43.5 | -190.6 | ||
| Japan 10Y | 1396.1 bp | -40.9 | -195.4 | ||
| France 10Y | 1395.5 bp | -38.4 | -190.6 | ||
| Spain 10Y | 1354.0 bp | -41.0 | -186.3 | ||
| United Kingdom 10Y | 1332.5 bp | -29.4 | -172.8 | ||
| Australia 10Y | 1281.6 bp | -26.3 | -162.0 | ||
| Italy 10Y | 1258.6 bp | -39.1 | -159.6 | ||
| Canada 10Y | 1244.7 bp | -32.5 | -183.4 | ||
| United States 10Y | 1219.1 bp | -28.0 | -154.2 | ||
| China 10Y | 1086.1 bp | -29.2 | -175.6 | ||
| Russia 10Y | 775.5 bp | -29.0 | -68.5 | ||
| India 10Y | 732.7 bp | -46.5 | -210.2 | ||
| Brazil 10Y | 715.1 bp | -20.2 | -131.4 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 13.960% | 27.07 | 32.29 | 42.74 | 53.19 | 63.64 | 74.09 | |
| 7 years | 13.918% | 40.17 | 44.46 | 53.06 | 61.66 | 70.26 | 78.86 | |
| 5 years | 13.956% | 52.04 | 55.47 | 62.35 | 69.22 | 76.09 | 82.97 | |
| 3 years | 14.124% | 67.28 | 69.59 | 74.23 | 78.86 | 83.50 | 88.13 | |
| 2 years | 14.146% | 76.75 | 78.39 | 81.68 | 84.97 | 88.26 | 91.54 | |
| 1 year | 13.801% | 87.87 | 88.75 | 90.51 | 92.27 | 94.02 | 95.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||